Anic Equity¶

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Total return since start: 0.661 %¶

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Equity now: -----------------------------> 50725.41 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45178.09 Kr¶

PnL: ---------------------------------------> -399.5 Kr¶

DD now: ---------------------------------> -4.509 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 10:52:08.742218'

Anic Portfolio¶

Today¶

Return: -0.051 %¶

This Week¶

Return: -0.051 %¶

Total portfolio value¶

Return including deposits: 66.062 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Profoto Holding 7 0.710000 599.200000 17.200000 2.960000 581.999999
Nederman Holding 1 -0.930000 214.000000 15.000000 7.540000 199.000000
Hexagon B 26 -0.940000 3420.300000 9.100000 0.270000 3411.200000
JM 7 -0.660000 955.500000 7.700000 0.810000 947.800000
INVISIO 15 -1.240000 3570.000000 7.500000 0.210000 3562.500000
Sagax B 4 -1.420000 889.600000 6.400000 0.720000 883.200000
Atrium Ljungberg B 5 -0.170000 907.000000 5.500000 0.610000 901.500000
OX2 12 -2.690000 910.200000 3.600000 0.400000 906.600000
EQT 4 -1.260000 874.400000 3.600000 0.410000 870.800000
Hexatronic Group 15 1.880000 1070.700000 3.000000 0.280000 1067.700000
Vitec Software Group B 2 -1.950000 1104.000000 3.000000 0.270000 1101.000000
Latour B 4 -2.720000 856.800000 2.800000 0.330000 854.000000
Gränges 10 4.320000 1038.000000 2.000000 0.190000 1036.000000
Byggmax Group 33 -1.350000 966.900000 1.980000 0.210000 964.920000
ASSA ABLOY B 4 -1.310000 992.400000 1.600000 0.160000 990.800000
Addnode Group B 7 -2.340000 904.400000 1.400000 0.160000 903.000000
Sandvik 4 -1.400000 846.400000 0.800000 0.090000 845.600000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Sagax A 4 -1.340000 884.000000 0.000000 0.000000 884.000000
Platzer Fastigheter Holding B 12 -1.370000 949.200000 0.000000 0.000000 949.200000
HEXPOL B 8 -1.000000 955.200000 0.000000 0.000000 955.200000
Hennes & Mauritz B 6 -1.120000 909.960000 0.000000 0.000000 909.960000
Biotage 1 -6.970000 146.800000 -0.700000 -0.470000 147.500000
SKF B 5 -1.460000 977.000000 -1.000000 -0.100000 978.000000
Alimak Group 12 -0.240000 1003.200000 -1.200000 -0.120000 1004.400000
BioGaia B 8 -1.830000 900.800000 -1.600000 -0.180000 902.400000
BHG Group 109 -5.520000 1417.000000 -2.180000 -0.150000 1419.180000
Catena 2 -0.100000 801.200000 -2.400000 -0.300000 803.600000
Hoist Finance 36 0.540000 1004.400000 -3.600000 -0.360000 1008.000000
Creaspac SPAC 40 -0.210000 3820.000000 -4.000000 -0.100000 3824.000000
Orrön Energy 170 -3.390000 2035.750000 -5.100000 -0.250000 2040.850000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Vitrolife 3 -1.670000 671.400000 -5.600000 -0.830000 677.000001
Investor B 3 -1.210000 646.800000 -11.200000 -1.700000 657.999999
VEF 788 -1.240000 1880.170000 -17.330000 -0.910000 1897.504000
Balco Group 39 -2.220000 1803.750000 -71.250000 -3.800000 1874.999997
Sedana Medical 93 -2.890000 2624.460000 -359.120000 -12.040000 2983.577733
TOTAL 45178.090000 -399.500000 -4.50852% 45577.591729

Updated:¶

'2023-06-19 10:52:26.373842'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶